For the dough, finely grind the sponge cake cookies. Knead with sugar, fat, rum, cocoa and 1 tablespoon cold water. Press wasps' nest forms greased and sprinkled with sugar onto the inner rim.
Turn out on a tray and leave to dry at room temperature for two days. For the filling, pass the egg yolk through a sieve and mix with egg yolk, icing sugar, rum and semolina. Fill wasps' nests with it and close each with a small sponge cake.
Results in about 28 pieces.